+400.4%
ALAB vs AFL
+46.8%
+353.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.2% |
| 7D | +7.2% | +0.6% | +6.6% | +7.6% |
| 30D | -2.5% | -6.2% | +3.7% | -5.8% |
| 3M | -13.3% | +2.2% | -15.5% | -12.0% |
| 6M | +172.8% | +5.3% | +167.6% | +179.0% |
| YTD | +86.6% | +8.0% | +78.6% | +92.1% |
| 1Y | +65.2% | +10.2% | +54.9% | +70.4% |
| All | +400.4% | +46.8% | +353.6% | +515.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling